Go to Ensembl, select Human and type your probe name into the general search box. This will immediately locate your probe. Click on the link to open the viewer at the probe location. Use 'Configure this page' (on the left) to activate the Agilent probe tracks. Zoom out a little to see the probe in the context of the transcripts. You will see that the probe lies in the UTR of CENPJ-002.

If the probe is of typical length 60-mer you could simply BLAST the probe sequence (limiting on taxid for instance) and figure out the position in the CENPJ gene and whether its in a coding region or not. This is useful to do if you have only a few now regular recurring queries though.

PS: if yu don't have the actual sequence. Get it from Entrez using the proper genome build that match to the coordinates given.

If you're working with the human genome, the knownGene table at the ucsc ( search Biostar for knownGene ) will give you the structure of the transcripts (CDS, transcription start/end, etc...). overlapping your position. The next part is a simple calculation (e.g.: Do Exons Ever Have Different Reading Frames In Spliced Variants? )